2005•Journal of Economic Dynamics and ControlRequires access

The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility

Harjoat Singh Bhamra, Raman Uppal

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Key concepts: Economics, Elasticity of intertemporal substitution, Elasticity of substitution, Portfolio, Risk aversion (psychology), Microeconomics, Econometrics, Merton's portfolio problem

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